+1,932.9%
SYY vs IRM
+9,772.9%
-7,840.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.3% |
| 7D | +0.3% | +6.8% | -6.5% | -1.1% |
| 30D | -4.8% | +2.6% | -7.4% | -5.5% |
| 3M | -7.1% | -9.5% | +2.4% | -5.5% |
| 6M | +6.8% | -8.5% | +15.3% | +8.0% |
| YTD | +7.7% | +40.3% | -32.6% | -1.1% |
| 1Y | +5.7% | +28.7% | -23.0% | -1.2% |
| 3Y | +24.6% | +111.8% | -87.3% | +2.4% |
| 5Y | +15.6% | +189.1% | -173.5% | -12.2% |
| 10Y | +87.9% | +519.8% | -431.9% | +21.2% |
| All | +1,932.9% | +9,772.9% | -7,840.0% | +1,007.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling